Uses of Class
org.drip.sequence.metrics.PivotedDepartureBounds
| Package | Description |
|---|---|
| org.drip.sequence.metrics |
Sequence Bounds Agnostic Metrics Estimators
|
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Uses of PivotedDepartureBounds in org.drip.sequence.metrics
Methods in org.drip.sequence.metrics that return PivotedDepartureBounds Modifier and Type Method Description PivotedDepartureBoundsBoundedSequenceAgnosticMetrics. bennettAverageBounds(double dblLevel)Estimate Mean Departure Bounds of the Average using the Bennett Inequality BoundsPivotedDepartureBoundsBoundedSequenceAgnosticMetrics. bernsteinAverageBounds(double dblLevel)Estimate Mean Departure Bounds of the Average using the Bernstein Inequality BoundsPivotedDepartureBoundsSingleSequenceAgnosticMetrics. centralMomentBound(double dblLevel, int iMoment)Retrieve the Mean Departure Bounds Using the Central Moment Bounding InequalityPivotedDepartureBoundsSingleSequenceAgnosticMetrics. chebyshevAssociationBound(R1ToR1 au1, boolean bNonDecreasing1, R1ToR1 au2, boolean bNonDecreasing2)Retrieve the Chebyshev's Association Joint Expectation BoundPivotedDepartureBoundsSingleSequenceAgnosticMetrics. chebyshevBound(double dblLevel)Retrieve the Mean Departure Bounds Using the Chebyshev's InequalityPivotedDepartureBoundsSingleSequenceAgnosticMetrics. chebyshevCantelliBound(double dblLevel)Retrieve the Mean Departure Bounds Using the Chebyshev-Cantelli InequalityPivotedDepartureBoundsBoundedSequenceAgnosticMetrics. chernoffHoeffdingAverageBounds(double dblLevel)Estimate Mean Departure Bounds of the Average using the Chernoff-Hoeffding BoundPivotedDepartureBoundsUnitSequenceAgnosticMetrics. karpHagerupRubBounds(double dblLevel)Compute the Karp/Hagerup/Rub Pivot Departure Bounds outlined below: - Karp, R.PivotedDepartureBoundsSingleSequenceAgnosticMetrics. weakLawAverageBounds(double dblLevel)Estimate Mean Departure Bounds of the Average using the Weak Law of Large Numbers